Access Statistics for Charles-Albert LEHALLE

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Corporate Liquidity, Dividend Policy and Default Risk: Optimal Financial Policy and Agency Costs 0 0 0 0 0 2 4 7
Dealing with the Inventory Risk. A solution to the market making problem 0 1 4 85 1 16 58 326
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis 0 0 14 72 0 4 35 140
General Intensity Shapes in Optimal Liquidation 0 0 1 26 0 0 7 82
How to predict the consequences of a tick value change? Evidence from the Tokyo Stock Exchange pilot program 0 1 3 22 0 3 11 18
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 0 0 2 46 0 0 12 100
Market impacts and the life cycle of investors orders 0 1 3 7 0 1 12 19
Market microstructure: confronting many viewpoints 0 0 0 0 0 1 10 13
OPTIMIZATION AND STATISTICAL METHODS FOR HIGH FREQUENCY FINANCE 1 1 8 8 1 2 17 18
Optimal Portfolio Liquidation with Limit Orders 0 0 0 67 0 5 20 183
Optimal algorithmic trading and market microstructure 0 4 21 205 1 13 71 344
Optimal posting price of limit orders: learning by trading 0 0 2 52 0 2 10 151
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 0 84 0 0 8 162
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 0 34 0 0 5 64
Optimal starting times, stopping times and risk measures for algorithmic trading 0 0 2 59 2 5 29 152
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall 0 0 2 56 0 3 11 89
Optimal trading algorithms and selfsimilar processes: a p-variation approach 1 2 4 55 1 6 15 132
Realtime market microstructure analysis: online Transaction Cost Analysis 0 1 4 37 0 2 8 63
Simulating and analyzing order book data: The queue-reactive model 0 0 3 28 0 3 12 49
Total Working Papers 2 11 73 943 6 68 355 2,112


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CORPORATE LIQUIDITY, DIVIDEND POLICY AND DEFAULT RISK: OPTIMAL FINANCIAL POLICY AND AGENCY COSTS 0 1 1 82 5 11 23 287
GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION 0 0 0 0 0 0 10 12
Real-time market microstructure analysis: online transaction cost analysis 0 0 1 6 0 3 11 36
Simulating and Analyzing Order Book Data: The Queue-Reactive Model 1 2 3 3 1 4 9 9
Total Journal Articles 1 3 5 91 6 18 53 344


Statistics updated 2017-02-02